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Signal Before Black Monday Just Went Off Again

The Dow Jones Industrial Average (DJIA), S&P 500 Index (SPX) and Nasdaq Composite (COMP) hit six record intraday highs, the first time since 1987

Feb 17, 2017 at 10:20 AM
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Prior to today's round of profit-taking, the major market indexes were on a major hot streak, as stocks reacted to hawkish Fed chatter, President Donald Trump's hints of a new tax plan, and the latest round of earnings and economic data. In fact, the Dow Jones Industrial Average (DJIA)S&P 500 Index (SPX) and Nasdaq Composite (COMP) all notched record intraday highs in each of the last six sessions -- a feat so rare it's happened only one other time: two months before Black Monday.

According to Schaeffer's Senior Quantitative Analyst Rocky White, the only other time all three indexes hit six consecutive all-time highs was mid-August 1987, looking at data since 1972 (as far back as we have Nasdaq data). And while the sample size is small and should be taken with a grain of salt, it's worth noting that all three indexes were in the red one month after the '87 signal. Of course, the subsequent three-month returns are skewed by Black Monday (Oct. 19, 1987), when the SPX fell over 20% in one day. 

Black Monday stocks signal record highs


It's also worth noting that next week is Presidents Day, which tends to bode poorly for the SPX, and what we consider "weak breadth" often precedes weaker-than-usual SPX returns. And while we recommend not disturbing bullish positions, the massive short covering of late could point to a lack of fuel in the tank, as Schaeffer's Senior V.P. of Research Todd Salamone recently noted in Monday Morning Outlook. Against this backdrop, traders should consider the purchase of short-term in-the-money call options as a "stock replacement" strategy, allowing you to participate in a continued trend higher, while at the same time decreasing your dollars at risk.    


Don't miss Schaeffer's free weekly stock market forecast. Sign up now for Monday Morning Outlook.

 

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